#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
namespace Cephei.QL.Cashflows
{
    /// <summary> 
	/// ! The main reason we can't use FloatingRateCouponPricer as the base is that it takes a FloatingRateCoupon which takes an InterestRateIndex and we need an inflation index (these are lagged).  The basic inflation-specific thing that the pricer has to do is deal with different lags in the index and the option e.g. the option could look 3 months back and the index 2.  We add the requirement that pricers do inverseCap/Floor-lets. These are cap/floor-lets as usually defined, i.e. pay out if underlying is above/below a strike.  The non-inverse (usual) versions are from a coupon point of view (a capped coupon has a maximum at the strike).  We add the inverse prices so that conventional caps can be priced simply.
	/// </summary>
    [Guid ("A843810D-4A48-4fe5-898A-E2956949C7D4"),ComVisible(true)]
	public interface IInflationCouponPricer 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double CapletPrice(Double effectiveCap);
        /// <summary> 
		/// 
		/// </summary>
		 Double CapletRate(Double effectiveCap);
        /// <summary> 
		/// 
		/// </summary>
		 Double FloorletPrice(Double effectiveFloor);
        /// <summary> 
		/// 
		/// </summary>
		 Double FloorletRate(Double effectiveFloor);
        /// <summary> 
		/// 
		/// </summary>
		 IInflationCouponPricer Initialize(Cephei.QL.Cashflows.IInflationCoupon prm1);
        /// <summary> 
		/// 
		/// </summary>
		 Double SwapletPrice {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double SwapletRate {get;}
        /// <summary> 
		/// 
		/// </summary>
		 IInflationCouponPricer Update {get;}
    }   

    /// <summary> 
	/// ! The main reason we can't use FloatingRateCouponPricer as the base is that it takes a FloatingRateCoupon which takes an InterestRateIndex and we need an inflation index (these are lagged).  The basic inflation-specific thing that the pricer has to do is deal with different lags in the index and the option e.g. the option could look 3 months back and the index 2.  We add the requirement that pricers do inverseCap/Floor-lets. These are cap/floor-lets as usually defined, i.e. pay out if underlying is above/below a strike.  The non-inverse (usual) versions are from a coupon point of view (a capped coupon has a maximum at the strike).  We add the inverse prices so that conventional caps can be priced simply. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IInflationCouponPricer_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
    }
}

